Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/30/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K PLAN Tactical Asset Allocation Moderate | NA | -7.21% | 1.77% | 3.17% | 7.86% | 9.41% | NA | 9.76% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 07/24/2020 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/30/2020.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.93 | -7.21 | 1.77 | 3.17 | 7.86 | 9.41 | NA | 9.76 | -3.13 | 7.93 | -1.42 | 16.21 | 8.23 | -0.11 | 13.11 | 34.87 | 11.15 | -2.63 | 12.97 | 16.87 | -0.46 | 8.66 | 15.23 | 12.79 | 18.89 | 32.64 | -3.20 | 3.11 |
| Sharpe Ratio | NA | 0.08 | 0.10 | 0.31 | 0.64 | NA | NA | 0.71 | -0.17 | 0.65 | -0.18 | 2.22 | 0.74 | -0.01 | 1.03 | 2.91 | 1.00 | -0.13 | 0.78 | 1.10 | -0.15 | 0.36 | 0.96 | 1.13 | 1.56 | 3.00 | -0.81 | 0.13 |
| Standard Deviation(%) | NA | 15.60 | 13.41 | 12.58 | 13.36 | NA | NA | 12.57 | 19.23 | 10.10 | 14.79 | 7.00 | 10.86 | 13.32 | 12.71 | 11.99 | 11.13 | 20.17 | 16.54 | 15.20 | 9.06 | 15.71 | 12.43 | 9.37 | 11.49 | 10.64 | 5.32 | 6.13 |
| Draw Down(%) | NA | 17.55 | 19.17 | 19.17 | 19.19 | NA | NA | 19.19 | 17.55 | 10.94 | 14.40 | 2.65 | 7.45 | 11.54 | 8.81 | 5.33 | 9.58 | 19.19 | 13.14 | 9.35 | 11.03 | 10.65 | 14.29 | 6.14 | 10.06 | 4.34 | 5.44 | 5.90 |
| Yield(%) | NA | 4.56 | 3.28 | 3.73 | 3.45 | NA | NA | 0.00 | 0.57 | 4.36 | 4.10 | 1.51 | 4.99 | 3.87 | 7.23 | 5.14 | 2.49 | 1.50 | 1.29 | 4.04 | 4.25 | 4.47 | 4.15 | 1.66 | 1.87 | 1.19 | 2.85 | 3.52 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K PLAN Tactical Asset Allocation Moderate |
1.42%
Mar 2017 - Mar 2020 |
2.79%
Mar 2015 - Mar 2020 |
7.75%
Mar 2010 - Mar 2020 |
9.10%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD MUTUAL ASSET MANAGEMENT PROFIT SHARING and 401K PLAN Tactical Asset Allocation Moderate |
24.56%
Apr 2003 - Apr 2006 |
18.38%
Oct 2002 - Oct 2007 |
13.48%
Apr 2003 - Apr 2013 |
13.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart